Visiting Cornell University (USA) from September 2016 to June 2017.
Main research interests and work in progress
My research started in robust inference in econometric models but
after two years I got the opportunity to go back to my first love:
time series analysis. I worked on asymptotic hypothesis testing in VAR models.
This involved theoretical work as well as empirical studies on macroeconomic data, such as the presence of instantaneous causality between real and monetary variables and the effect on the temporal aggregation.
Survey sampling in general do also belong to my field of interest. I am looking
to stratification designs which are robust to the presence of outliers in both auxiliary and survey data. I investigate also the problem of small areas robust estimation, optimal size and strata bounds determination in the case of time-variant survey variables.
Recently I have been involved in some research with colleagues on the application of Bayesian Networks in Time Series framework.
I also kept my interest in some applied work to microeconomics. More precisely I like working on firm's behavior in the domestic and international markets, price transmission in the food chains, entrepreneurship and group of enterprises of immigrants.
Another point of interest is applications of statistics to other applied sciences. I am currently collaborating
with engineers, physical and human geographers, environmental and development economists. Some projects I am working on: climate change and temperature extremes in Antarctica, short-term forecast models for wind power, networks of low-carbon community-based initiatives, humanitarian response to climatic disasters, food demand in urban areas of developing countries.